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A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process

✍ Scribed by Tae-Sung Kim; Jong-Il Baek


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
92 KB
Volume
51
Category
Article
ISSN
0167-7152

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Random central limit theorem for the lin
✍ Sangyeol Lee πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 276 KB

This paper considers the random central limit theorem (CLT) for a linear process of which the error process is strong mixing with the associated mixing order satisfying certain regularity conditions. By using the moment inequality of Yokoyama (1980, Corollary 1) we prove that the random CLT holds fo